""" 币安客户端封装 - 提供异步交易接口 """ import asyncio import logging from typing import Dict, List, Optional, Any from binance import AsyncClient, BinanceSocketManager from binance.exceptions import BinanceAPIException import config logger = logging.getLogger(__name__) class BinanceClient: """币安客户端封装类""" def __init__(self, api_key: str = None, api_secret: str = None, testnet: bool = False): """ 初始化币安客户端 Args: api_key: API密钥 api_secret: API密钥 testnet: 是否使用测试网 """ self.api_key = api_key or config.BINANCE_API_KEY self.api_secret = api_secret or config.BINANCE_API_SECRET self.testnet = testnet or config.USE_TESTNET self.client: Optional[AsyncClient] = None self.socket_manager: Optional[BinanceSocketManager] = None async def connect(self, timeout: int = None, retries: int = None): """ 连接币安API Args: timeout: 连接超时时间（秒），默认从config读取 retries: 重试次数，默认从config读取 """ timeout = timeout or config.CONNECTION_TIMEOUT retries = retries or config.CONNECTION_RETRIES last_error = None for attempt in range(retries): try: logger.info( f"尝试连接币安API (第 {attempt + 1}/{retries} 次, " f"测试网: {self.testnet}, 超时: {timeout}秒)..." ) # 创建客户端 self.client = await AsyncClient.create( api_key=self.api_key, api_secret=self.api_secret, testnet=self.testnet ) # 测试连接（带超时） try: await asyncio.wait_for(self.client.ping(), timeout=timeout) except asyncio.TimeoutError: await self.client.close_connection() raise asyncio.TimeoutError(f"ping超时 ({timeout}秒)") self.socket_manager = BinanceSocketManager(self.client) logger.info(f"✓ 币安客户端连接成功 (测试网: {self.testnet})") return except asyncio.TimeoutError as e: last_error = f"连接超时: {e}" logger.warning(f"连接超时，剩余 {retries - attempt - 1} 次重试机会") if attempt < retries - 1: await asyncio.sleep(2) # 等待2秒后重试 except Exception as e: last_error = str(e) logger.warning(f"连接失败: {e}，剩余 {retries - attempt - 1} 次重试机会") if self.client: try: await self.client.close_connection() except: pass if attempt < retries - 1: await asyncio.sleep(2) error_msg = f"连接币安API失败 (已重试 {retries} 次): {last_error}" logger.error("=" * 60) logger.error(error_msg) logger.error("=" * 60) logger.error("故障排查建议：") logger.error("1. 检查网络连接是否正常") logger.error("2. 检查API密钥是否正确") logger.error("3. 如果在中国大陆，可能需要使用代理或VPN") if self.testnet: logger.error("4. 测试网地址可能无法访问，尝试设置 USE_TESTNET=False") logger.error("5. 检查防火墙设置") logger.error("=" * 60) raise ConnectionError(error_msg) async def disconnect(self): """断开连接""" if self.client: await self.client.close_connection() logger.info("币安客户端已断开连接") async def get_all_usdt_pairs(self) -> List[str]: """ 获取所有USDT交易对 Returns: USDT交易对列表 """ try: # 获取合约市场信息 exchange_info = await self.client.futures_exchange_info() usdt_pairs = [ symbol['symbol'] for symbol in exchange_info['symbols'] if symbol['symbol'].endswith('USDT') and symbol['status'] == 'TRADING' and symbol.get('contractType') == 'PERPETUAL' # U本位永续合约 ] logger.info(f"获取到 {len(usdt_pairs)} 个USDT永续合约交易对") return usdt_pairs except BinanceAPIException as e: logger.error(f"获取交易对失败: {e}") return [] async def get_klines(self, symbol: str, interval: str = '5m', limit: int = 2) -> List[List]: """ 获取K线数据（合约市场） Args: symbol: 交易对 interval: K线周期 limit: 获取数量 Returns: K线数据列表 """ try: klines = await self.client.futures_klines(symbol=symbol, interval=interval, limit=limit) return klines except BinanceAPIException as e: logger.error(f"获取 {symbol} K线数据失败: {e}") return [] async def get_ticker_24h(self, symbol: str) -> Optional[Dict]: """ 获取24小时行情数据（合约市场） Args: symbol: 交易对 Returns: 24小时行情数据 """ try: ticker = await self.client.futures_symbol_ticker(symbol=symbol) stats = await self.client.futures_ticker(symbol=symbol) return { 'symbol': symbol, 'price': float(ticker['price']), 'volume': float(stats.get('quoteVolume', 0)), 'changePercent': float(stats.get('priceChangePercent', 0)) } except BinanceAPIException as e: logger.error(f"获取 {symbol} 24小时行情失败: {e}") return None async def get_account_balance(self) -> Dict[str, float]: """ 获取U本位合约账户余额 Returns: 账户余额字典 {'available': 可用余额, 'total': 总余额} """ try: account = await self.client.futures_account() assets = account.get('assets', []) usdt_asset = next((a for a in assets if a['asset'] == 'USDT'), None) if usdt_asset: return { 'available': float(usdt_asset['availableBalance']), 'total': float(usdt_asset['walletBalance']), 'margin': float(usdt_asset['marginBalance']) } return {'available': 0.0, 'total': 0.0, 'margin': 0.0} except BinanceAPIException as e: logger.error(f"获取账户余额失败: {e}") return {'available': 0.0, 'total': 0.0, 'margin': 0.0} async def get_open_positions(self) -> List[Dict]: """ 获取当前持仓 Returns: 持仓列表 """ try: positions = await self.client.futures_position_information() open_positions = [ { 'symbol': pos['symbol'], 'positionAmt': float(pos['positionAmt']), 'entryPrice': float(pos['entryPrice']), 'markPrice': float(pos.get('markPrice', 0)), 'unRealizedProfit': float(pos['unRealizedProfit']), 'leverage': int(pos['leverage']) } for pos in positions if float(pos['positionAmt']) != 0 ] return open_positions except BinanceAPIException as e: logger.error(f"获取持仓信息失败: {e}") return [] async def place_order( self, symbol: str, side: str, quantity: float, order_type: str = 'MARKET', price: Optional[float] = None ) -> Optional[Dict]: """ 下单 Args: symbol: 交易对 side: 方向 'BUY' 或 'SELL' quantity: 数量 order_type: 订单类型 'MARKET' 或 'LIMIT' price: 限价单价格 Returns: 订单信息 """ try: if order_type == 'MARKET': order = await self.client.futures_create_order( symbol=symbol, side=side, type='MARKET', quantity=quantity ) else: if price is None: raise ValueError("限价单必须指定价格") order = await self.client.futures_create_order( symbol=symbol, side=side, type='LIMIT', timeInForce='GTC', quantity=quantity, price=price ) logger.info(f"下单成功: {symbol} {side} {quantity} @ {order_type}") return order except BinanceAPIException as e: logger.error(f"下单失败 {symbol} {side}: {e}") return None async def cancel_order(self, symbol: str, order_id: int) -> bool: """ 取消订单 Args: symbol: 交易对 order_id: 订单ID Returns: 是否成功 """ try: await self.client.futures_cancel_order(symbol=symbol, orderId=order_id) logger.info(f"取消订单成功: {symbol} {order_id}") return True except BinanceAPIException as e: logger.error(f"取消订单失败: {e}") return False async def set_leverage(self, symbol: str, leverage: int = 10) -> bool: """ 设置杠杆倍数 Args: symbol: 交易对 leverage: 杠杆倍数 Returns: 是否成功 """ try: await self.client.futures_change_leverage(symbol=symbol, leverage=leverage) logger.info(f"设置杠杆成功: {symbol} {leverage}x") return True except BinanceAPIException as e: logger.error(f"设置杠杆失败: {e}") return False